Anomalous diffusion is a phenomenon that cannot be modeled accurately by second-order diffusion equations,but is better described by fractional diffusion models.The nonlocal nature of the fractional diffusion operator...Anomalous diffusion is a phenomenon that cannot be modeled accurately by second-order diffusion equations,but is better described by fractional diffusion models.The nonlocal nature of the fractional diffusion operators makes substantially more difficult the mathemati-cal analysis of these models and the establishment of suitable numerical schemes.This paper proposes and analyzes the first finite difference method for solving variable-coefficient one-dimensional(steady state)fractional differential equations(DEs)with two-sided fractional derivatives(FDs).The proposed scheme combines first-order forward and backward Euler methods for approximating the left-sided FD when the right-sided FD is approximated by two consecutive applications of the first-order backward Euler method.Our scheme reduces to the standard second-order central difference in the absence of FDs.The existence and uniqueness of the numerical solution are proved,and truncation errors of order h are demonstrated(h denotes the maximum space step size).The numerical tests illustrate the global 0(h)accu-racy,except for nonsmooth cases which,as expected,have deteriorated convergence rates.展开更多
In this paper,a second-order fnite-diference scheme is investigated for time-dependent space fractional difusion equations with variable coefcients.In the presented scheme,the Crank-Nicolson temporal discretization an...In this paper,a second-order fnite-diference scheme is investigated for time-dependent space fractional difusion equations with variable coefcients.In the presented scheme,the Crank-Nicolson temporal discretization and a second-order weighted-and-shifted Grünwald-Letnikov spatial discretization are employed.Theoretically,the unconditional stability and the second-order convergence in time and space of the proposed scheme are established under some conditions on the variable coefcients.Moreover,a Toeplitz preconditioner is proposed for linear systems arising from the proposed scheme.The condition number of the preconditioned matrix is proven to be bounded by a constant independent of the discretization step-sizes,so that the Krylov subspace solver for the preconditioned linear systems converges linearly.Numerical results are reported to show the convergence rate and the efciency of the proposed scheme.展开更多
This paper is concerned with a singular second-order nonlinear boundary value problem with a time depending on derivative operator and posed on the positive half-line. The nonlinearity is derivative-dependent, which h...This paper is concerned with a singular second-order nonlinear boundary value problem with a time depending on derivative operator and posed on the positive half-line. The nonlinearity is derivative-dependent, which has singularities at t=0 and/or x=0, and may change sign. The method of the upper and lower solutions on unbounded domains combined with the topological degree theory are employed to prove the existence and multiplicity of solutions.展开更多
基金The support of the King Fahd University of Petroleum and Minerals(KFUPM)through the project No.KAUST0O5 is gratefully acknowledgedResearch reported in this publication was also sup-ported by the research funding from the King Abdullah University of Science and Technology(KAUST).
文摘Anomalous diffusion is a phenomenon that cannot be modeled accurately by second-order diffusion equations,but is better described by fractional diffusion models.The nonlocal nature of the fractional diffusion operators makes substantially more difficult the mathemati-cal analysis of these models and the establishment of suitable numerical schemes.This paper proposes and analyzes the first finite difference method for solving variable-coefficient one-dimensional(steady state)fractional differential equations(DEs)with two-sided fractional derivatives(FDs).The proposed scheme combines first-order forward and backward Euler methods for approximating the left-sided FD when the right-sided FD is approximated by two consecutive applications of the first-order backward Euler method.Our scheme reduces to the standard second-order central difference in the absence of FDs.The existence and uniqueness of the numerical solution are proved,and truncation errors of order h are demonstrated(h denotes the maximum space step size).The numerical tests illustrate the global 0(h)accu-racy,except for nonsmooth cases which,as expected,have deteriorated convergence rates.
基金This research was supported by research Grants,12306616,12200317,12300519,12300218 from HKRGC GRF,11801479 from NSFC,MYRG2018-00015-FST from University of Macao,and 0118/2018/A3 from FDCT of Macao,Macao Science and Technology Development Fund 0005/2019/A,050/2017/Athe Grant MYRG2017-00098-FST and MYRG2018-00047-FST from University of Macao.S。
文摘In this paper,a second-order fnite-diference scheme is investigated for time-dependent space fractional difusion equations with variable coefcients.In the presented scheme,the Crank-Nicolson temporal discretization and a second-order weighted-and-shifted Grünwald-Letnikov spatial discretization are employed.Theoretically,the unconditional stability and the second-order convergence in time and space of the proposed scheme are established under some conditions on the variable coefcients.Moreover,a Toeplitz preconditioner is proposed for linear systems arising from the proposed scheme.The condition number of the preconditioned matrix is proven to be bounded by a constant independent of the discretization step-sizes,so that the Krylov subspace solver for the preconditioned linear systems converges linearly.Numerical results are reported to show the convergence rate and the efciency of the proposed scheme.
文摘This paper is concerned with a singular second-order nonlinear boundary value problem with a time depending on derivative operator and posed on the positive half-line. The nonlinearity is derivative-dependent, which has singularities at t=0 and/or x=0, and may change sign. The method of the upper and lower solutions on unbounded domains combined with the topological degree theory are employed to prove the existence and multiplicity of solutions.
